+59.6%
TXN vs JBL
+409.3%
-349.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +1.7% |
| 7D | +4.0% | +2.4% | +1.6% | +2.9% |
| 30D | -2.9% | -13.1% | +10.3% | +2.8% |
| 3M | -9.1% | -15.6% | +6.5% | -3.1% |
| 6M | +36.6% | +24.6% | +12.1% | +24.4% |
| YTD | +57.5% | +39.6% | +17.9% | +35.9% |
| 1Y | +49.5% | +48.6% | +0.9% | +24.4% |
| 3Y | +76.5% | +197.3% | -120.7% | +0.8% |
| All | +59.6% | +409.3% | -349.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling